All Fx Long

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 0 (0.1) 53 0 4 (4) (10) 0 95
60 (1) (0.5) 50 0 9 (10) (47) (1) 97
120 3 1 53 1 13 (12) (47) (1) 93
250 7 1.8 56 2 17 (16) (81) (2) 96
500 7 1.7 54 2 19 (16) (115) (3) 96
760 10 2.5 55 3 20 (15) (115) (3) 96
1260 8 2.4 55 3 17 (13) (115) (3) 96
2520 9 2.4 54 3 18 (13) (119) (4) 96
All 6 2.1 54 2 14 (11) (119) (4) 96

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 1.1 0.2 0.7 (0.2) 1.7 (0.2) 0.9 0.5 0.7 1.1 1.4 1 8.8 2.6 54.9 261 (0.7) (1.9) 2.1 1.3
2017 (0.4) 0.5 (0.1) (0.1) 0.1 0 0 0 0 0 0 0 0 (0.1) 53.4 93 (0.5) (1.4) 1.6 0.9
2016 0.8 (0.5) (0.9) (0.9) 1.8 0.6 (0.1) 0.9 0.1 2.1 2.5 0.9 7.3 1.6 54.2 261 (1.2) (2.8) 2.2 1.4
2015 3.7 0.1 2 (0.2) 2.3 (0.7) 2 0.6 0.8 0.3 2.1 0.5 13.5 3.1 54.8 261 (0.7) (1.8) 2.3 1.4
2014 0.9 (0.8) 0.8 (0.4) 0.1 (0.4) 1.1 0.5 3 1.2 0.7 2.4 9.1 3.3 54.5 261 (0.4) (1.1) 2.2 1.4
2013 0.6 1.6 1.3 0.7 1.4 (0.2) 0.4 0.6 0.3 0.7 1.1 0.6 9.1 3.1 55.8 261 (0.5) (2.2) 1.7 1.1
2012 (0.3) 0.5 0.2 0 2.7 (0.5) 1 (0.2) (0.9) 1.2 0.8 0.7 5.2 1.9 55.4 261 (0.6) (1.8) 1.9 1.2
2011 0.4 0.1 0.1 (0.4) 1.2 0 (0.2) (0.1) 3 0.1 2 0.5 6.7 1.9 48.4 260 (0.5) (1.5) 2.1 1
2010 0.9 0.5 0.9 0.3 2.1 1 (0.5) 0.3 (0.4) (0.4) 1.9 (0.3) 6.3 2.7 55.4 261 (0.4) (1.6) 1.4 0.8
2009 5.5 2.5 1.4 1.1 (0.9) 1.1 (0.7) 0.3 (0.2) 0.4 (1.2) 2 11.3 2.5 52.6 261 (1.1) (1.6) 2.1 0.9
2008 (0.9) 0.4 (0.3) 1 (0.1) (0.3) 0.9 3.5 0.9 9.4 3.3 (0.8) 17 3 54.2 262 (1.2) (3.8) 2.2 1.2
2007 0.3 0 0 (0.1) 0.5 0.3 0 (0.4) (0.3) 1 0.2 0.4 1.9 1.2 51.4 261 (0.5) (1.1) 1.2 0.6
2006 0.1 0.4 0.7 0.1 (0.6) 0.4 0.3 0 0.2 0.1 (0.2) 0.4 1.9 0.9 54.8 260 (0.5) (1.3) 1.4 0.8
2005 0.7 0.1 0.8 0.3 2 0.6 0 (0.7) 1 0.5 1.3 0.6 7.2 2.8 59 260 (0.5) (1.8) 1.7 1
2004 0.3 (0.1) 0 1.5 0.4 (0.3) 0.5 (0.1) 0 (0.5) (0.8) 0.2 1.1 0.5 50.8 262 (0.4) (1.7) 1.5 0.7
2003 0.4 0.8 0 0.5 (0.5) 0.8 0.9 (0.1) (1) 0.2 0 (0.3) 1.7 0.9 47 261 (0.3) (1.6) 1.5 0.7
2002 1 (0.1) 0.4 (0.5) (0.1) (1.3) 0.6 0.1 0.3 0.2 (0.1) (1.4) (0.9) (0.5) 46.4 261 (0.5) (2.5) 1.3 0.7
2001 1.1 0.5 1.5 0.4 0.1 0.8 (0.1) 0.1 0.2 0.7 0.7 1.3 7.3 3.7 56.5 261 (0.5) (0.9) 1.4 0.7
2000 0.8 0.1 (0.8) 1.3 0.5 0.1 0.2 0.5 0.7 1 0.7 1.2 6.3 3.2 61.4 258 (0.5) (1) 1.2 0.6